Models

Cash flows

Use correct default for evaluation date in a few CashFlows methods
(thanks to Peter Caspers).

Yield-based NPV calculation now uses coupon reference dates; this
fixes small discrepancies when using day counters such as ISMA
act/act (thanks to Henri Gough and Nick Glass).

Fixed start and end dates for convexity adjustment of in-arrears
floating-rate coupon (thanks to Peter Caspers).

Indexes

Added inspector for the joint calendar used by Libor indexes.

Added method to clone a swap index with a different discount curve
(thanks to Peter Caspers).

Term structures

Fixed degenerate case for ABCD volatility (thanks to Peter Caspers).

Relaxed extrapolation check for default-probability curves. When
calculating default probabilities between two dates or times, allow
the first to precede the reference date. This effectively assumes
that the default probability before the reference is null, and helps
in cases where a coupon protection extends a couple of days before
the reference due to adjustments (for instance, when the protection
starts on a Saturday and the reference is rolled to the following
Monday).

Finite differences

Utilities

Implicit conversions of shared_ptr to bool are now explicit; they
have been removed in C++11 (thanks to Scott Condit).

Experimental folder

The ql/experimental folder contains code which is still not fully
integrated with the library or even fully tested, but is released in
order to get user feedback. Experimental classes are considered
unstable; their interfaces might change in future releases.